NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 91.90 92.07 0.17 0.2% 90.28
High 92.81 93.07 0.26 0.3% 92.81
Low 91.59 91.81 0.22 0.2% 89.25
Close 92.69 92.36 -0.33 -0.4% 92.69
Range 1.22 1.26 0.04 3.3% 3.56
ATR 1.57 1.55 -0.02 -1.4% 0.00
Volume 29,976 17,055 -12,921 -43.1% 144,120
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.19 95.54 93.05
R3 94.93 94.28 92.71
R2 93.67 93.67 92.59
R1 93.02 93.02 92.48 93.35
PP 92.41 92.41 92.41 92.58
S1 91.76 91.76 92.24 92.09
S2 91.15 91.15 92.13
S3 89.89 90.50 92.01
S4 88.63 89.24 91.67
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.26 101.04 94.65
R3 98.70 97.48 93.67
R2 95.14 95.14 93.34
R1 93.92 93.92 93.02 94.53
PP 91.58 91.58 91.58 91.89
S1 90.36 90.36 92.36 90.97
S2 88.02 88.02 92.04
S3 84.46 86.80 91.71
S4 80.90 83.24 90.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.07 89.25 3.82 4.1% 1.17 1.3% 81% True False 32,235
10 93.07 88.58 4.49 4.9% 1.31 1.4% 84% True False 29,738
20 93.07 84.86 8.21 8.9% 1.62 1.8% 91% True False 27,443
40 93.07 81.81 11.26 12.2% 1.62 1.8% 94% True False 20,609
60 93.07 81.81 11.26 12.2% 1.61 1.7% 94% True False 17,139
80 93.07 78.63 14.44 15.6% 1.57 1.7% 95% True False 14,756
100 93.07 74.98 18.09 19.6% 1.42 1.5% 96% True False 12,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.43
2.618 96.37
1.618 95.11
1.000 94.33
0.618 93.85
HIGH 93.07
0.618 92.59
0.500 92.44
0.382 92.29
LOW 91.81
0.618 91.03
1.000 90.55
1.618 89.77
2.618 88.51
4.250 86.46
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 92.44 92.30
PP 92.41 92.24
S1 92.39 92.19

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These figures are updated between 7pm and 10pm EST after a trading day.

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